I normally have music on for long solo rides. Especially doing long grinds in the middle of night with some cheesy pop helps to get into a pedalling rhythm.
I also find myself wearing earbuds (ones with a single rubber seal, an old pair of Sennheiser CX400 that have a lanyard built in) with nothing playing, to cut out wind noise that gets annoying on longer rides.
For commuting, I tend to wear AfterShokz now. They work really well, just not at speed as the wind noise gets in the way. I could wear them with foam earplugs to cut noise, but then I might as well wear in ear noisemakers. The AfterShokz are also really good on the trainer; I tend to use it at night when MrsH is in bed, so can't have speakers on, and having open ears helps me stay cool and less irritated than having a cord in the way or ears plugged/covered.
Regardless, I don't have the volume so loud that I can't hear cars around me, so tend to listen to more music than audiobooks/podcasts as I found I was missing critical bits of the spoken word when my attention switched 100% to the road around me.
On the P2W, where hearing protection is a big issue, I tend to use either etymotic in ear monitors (hooked up to Qudelix 5K bluetooth headphone amp on a lanyard) or a hideously spendy Genesis custom moulded headset if I need comms. I'd not use either of those on the bicycle as they are too isolating; I feel I need more audio cues as I don't have the visual spatial awareness that mirrors on the P2W give.